+97.4%
STM vs GTLB
+2.8%
+94.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.7% |
| 7D | +5.2% | +4.6% | +0.6% | +5.3% |
| 30D | -7.4% | +21.0% | -28.4% | -6.7% |
| 3M | -30.6% | +51.7% | -82.3% | -29.1% |
| 6M | +66.4% | +89.3% | -22.9% | +72.1% |
| YTD | +101.1% | +25.6% | +75.5% | +113.1% |
| 1Y | +97.4% | -1.5% | +98.9% | +115.9% |
| All | +97.4% | +2.8% | +94.6% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling